Product Moment Correlation Coefficient (Edexcel A-Level Further Mathematics): Flashcards

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Product Moment Correlation Coefficient
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What does PMCC measure?

How linearly correlated two variables are

Formula for SxxS_{xx}

xi2(xi)2n\sum x_i^2 - \frac{(\sum x_i)^2}{n}

Formula for SyyS_{yy}

yi2(yi)2n\sum y_i^2 - \frac{(\sum y_i)^2}{n}

Formula for SxyS_{xy}

xiyixiyin\sum x_i y_i - \frac{\sum x_i \sum y_i}{n}

Formula for PMCC (rr)

r=SxySxxSyyr = \frac{S_{xy}}{\sqrt{S_{xx}S_{yy}}}

Range of values for rr

Between -1 and 1

Meaning of r=1r = 1

Perfect positive linear correlation

Meaning of r=1r = -1

Perfect negative linear correlation

Meaning of r=0r = 0

No linear correlation between xx and yy

Effect of coding on rr

No effect

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